-50.2%
FSLY vs USFR
+20.4%
-70.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +11.2% | +0.1% | +11.1% | +11.0% |
| 30D | -18.2% | +0.3% | -18.4% | -18.8% |
| 3M | +21.9% | +1.0% | +20.9% | +19.1% |
| 6M | +4.0% | +1.9% | +2.1% | -0.2% |
| YTD | +123.1% | +2.7% | +120.4% | +112.3% |
| 1Y | +196.9% | +4.0% | +192.9% | +179.8% |
| 3Y | -1.3% | +14.0% | -15.3% | -9.4% |
| 5Y | -50.2% | +20.4% | -70.6% | -63.5% |
| All | -50.2% | +20.4% | -70.6% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling